UniCredit Call 450 2FE 18.12.2024
/ DE000HD2HVQ0
UniCredit Call 450 2FE 18.12.2024/ DE000HD2HVQ0 /
8/30/2024 9:30:58 PM |
Chg.+0.13 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.56EUR |
+5.35% |
2.64 Bid Size: 6,000 |
2.73 Ask Size: 6,000 |
FERRARI N.V. |
450.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HD2HVQ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 - |
Maturity: |
12/18/2024 |
Issue date: |
2/7/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.46 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
-0.44 |
Time value: |
2.72 |
Break-even: |
477.20 |
Moneyness: |
0.99 |
Premium: |
0.07 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.09 |
Spread %: |
3.42% |
Delta: |
0.53 |
Theta: |
-0.14 |
Omega: |
8.73 |
Rho: |
0.63 |
Quote data
Open: |
2.40 |
High: |
2.60 |
Low: |
2.40 |
Previous Close: |
2.43 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+39.89% |
1 Month |
|
|
+265.71% |
3 Months |
|
|
+208.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.56 |
1.70 |
1M High / 1M Low: |
2.56 |
0.62 |
6M High / 6M Low: |
2.56 |
0.58 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.31 |
Avg. volume 1M: |
|
43.48 |
Avg. price 6M: |
|
1.22 |
Avg. volume 6M: |
|
7.75 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
275.18% |
Volatility 6M: |
|
213.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |